CME Japanese Yen Future June 2008
| Trading Metrics calculated at close of trading on 02-Jan-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2007 |
02-Jan-2008 |
Change |
Change % |
Previous Week |
| Open |
0.9100 |
0.9115 |
0.0015 |
0.2% |
0.8916 |
| High |
0.9100 |
0.9305 |
0.0205 |
2.3% |
0.9040 |
| Low |
0.9017 |
0.9115 |
0.0098 |
1.1% |
0.8882 |
| Close |
0.9095 |
0.9287 |
0.0192 |
2.1% |
0.9018 |
| Range |
0.0083 |
0.0190 |
0.0107 |
128.9% |
0.0158 |
| ATR |
|
|
|
|
|
| Volume |
7 |
3 |
-4 |
-57.1% |
43 |
|
| Daily Pivots for day following 02-Jan-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9806 |
0.9736 |
0.9392 |
|
| R3 |
0.9616 |
0.9546 |
0.9339 |
|
| R2 |
0.9426 |
0.9426 |
0.9322 |
|
| R1 |
0.9356 |
0.9356 |
0.9304 |
0.9391 |
| PP |
0.9236 |
0.9236 |
0.9236 |
0.9253 |
| S1 |
0.9166 |
0.9166 |
0.9270 |
0.9201 |
| S2 |
0.9046 |
0.9046 |
0.9252 |
|
| S3 |
0.8856 |
0.8976 |
0.9235 |
|
| S4 |
0.8666 |
0.8786 |
0.9183 |
|
|
| Weekly Pivots for week ending 28-Dec-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9454 |
0.9394 |
0.9105 |
|
| R3 |
0.9296 |
0.9236 |
0.9061 |
|
| R2 |
0.9138 |
0.9138 |
0.9047 |
|
| R1 |
0.9078 |
0.9078 |
0.9032 |
0.9108 |
| PP |
0.8980 |
0.8980 |
0.8980 |
0.8995 |
| S1 |
0.8920 |
0.8920 |
0.9004 |
0.8950 |
| S2 |
0.8822 |
0.8822 |
0.8989 |
|
| S3 |
0.8664 |
0.8762 |
0.8975 |
|
| S4 |
0.8506 |
0.8604 |
0.8931 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0113 |
|
2.618 |
0.9802 |
|
1.618 |
0.9612 |
|
1.000 |
0.9495 |
|
0.618 |
0.9422 |
|
HIGH |
0.9305 |
|
0.618 |
0.9232 |
|
0.500 |
0.9210 |
|
0.382 |
0.9188 |
|
LOW |
0.9115 |
|
0.618 |
0.8998 |
|
1.000 |
0.8925 |
|
1.618 |
0.8808 |
|
2.618 |
0.8618 |
|
4.250 |
0.8308 |
|
|
| Fisher Pivots for day following 02-Jan-2008 |
| Pivot |
1 day |
3 day |
| R1 |
0.9261 |
0.9239 |
| PP |
0.9236 |
0.9190 |
| S1 |
0.9210 |
0.9142 |
|